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Uniform in Bandwidth Estimation of Integral Functionals of the Density Function
Author(s) -
GINÉ EVARIST,
MASON DAVID M.
Publication year - 2008
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/j.1467-9469.2008.00600.x
Subject(s) - mathematics , estimator , bandwidth (computing) , central limit theorem , consistency (knowledge bases) , probability density function , density estimation , mathematical analysis , limit (mathematics) , calculus (dental) , statistics , statistical physics , discrete mathematics , physics , medicine , computer network , dentistry , computer science
. We apply recent results on local U‐statistics to obtain uniform in bandwidth consistency and central limit theorems for some commonly used estimators of integral functionals of density functions.